+346.7%
SHW vs AMT
+134.0%
+212.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.1% | -2.4% | +0.2% | -1.2% |
| 30D | +11.1% | +4.2% | +6.9% | +9.2% |
| 3M | -2.2% | +13.4% | -15.6% | -7.4% |
| 6M | +14.3% | +9.4% | +4.9% | +9.0% |
| YTD | +10.6% | +11.7% | -1.1% | +4.2% |
| 1Y | +4.1% | +7.1% | -3.1% | -0.3% |
| 3Y | +42.9% | +15.1% | +27.8% | +29.2% |
| 5Y | +14.2% | -17.9% | +32.1% | +18.3% |
| 10Y | +346.7% | +133.5% | +213.2% | +254.2% |
| All | +346.7% | +134.0% | +212.8% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling